Teaching Numerical Gradients and Hessians by Brendan Wood

Simple, well-commented Matlab code to demonstrate how to take numerical derivatives and Hessians. (teaching, learning, derivative)

fun(X, NFV)

num_grad(func, X, NFV, h)

num_hess(func, X, NFV, h)

hessianAnalysisDemo by Steinar Elgsæter

Demo of how Hessian analysis can reveal a poorly scaled estimation problem (hessian, numerical analysis, modeling)

hessianAnalysisDemo.m

Patch Curvature by Dirk-Jan Kroon

Principal, Gaussian and Mean Curvature of triangulated mesh (curvature, gaussian, principal)

[Cmean,Cgaussian,Dir1,Dir2,Lambda1,Lambda2]=patchcurvature(...

Adaptive Robust Numerical Differentiation by John D'Errico

Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian (hessian, jacobian, gradient)

derivest_demo

multivariable_calc_demo

derivest(fun,x0,varargin)

FMINLBFGS: Fast Limited Memory Optimizer by Dirk-Jan Kroon

Quasi newton limited memory BFGS and Steepest decent optimizer for large amount of unknowns (optimizer, broyden–fletcher–gold..., bfgs)

[x,fval,exitflag,output,grad]=fminlbfgs(funfcn,x_init,optim...

myfun(x)

example.m

Image Edge Enhancing Coherence Filter Toolbox by Dirk-Jan Kroon

Advanced 2D/3D noise removal and edge enhancing with anisotropic diffusion filtering ( Weickert ) (3d, ridge, image enhancement)

CoherenceFilter(u,Options)

D=derivatives(I,option)

I=imgaussian(I,sigma,siz)

convexchecker by Bapi Chatterjee

It checks real valued multidimensional function, whether it is convex. (optimization, finance, convex)

convexchecker.m

Multivariate Nonlinear optimization using Marquardt Method by Siamak Faridani

Multivariate Nonlinear optimization using Marquardt Method (hessian, optimization, nonlinear)

Marquardt.m

Complex step Hessian by Yi Cao

Calculate Hessian using complex step differentiation (hessian, complex step differen..., complex)

[A,g,z]=hessiancsd(fun,x)

Symbolic Hessian Evaluator by Brad Ridder

For a symbolic input function f, returns the symbolic Hessian matrix. A real time saver imho -_- (hessian, matrix, optimization)

hessian(f,varlist)